-47.3%
DOCS vs GD
+9.0%
-56.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +8.9% | +6.9% |
| 7D | +1.2% | +3.0% | -1.7% | +0.3% |
| 30D | +21.3% | +10.5% | +10.8% | +17.9% |
| 3M | +58.4% | -5.0% | +63.3% | +59.4% |
| 6M | +39.3% | +5.5% | +33.8% | +37.3% |
| YTD | -21.7% | +10.3% | -32.0% | -25.3% |
| 1Y | -47.3% | +8.2% | -55.5% | -49.5% |
| All | -47.3% | +9.0% | -56.3% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling